I think that is because they probably don't have a licence, but it should be safe. After all I played this game on multiple devices and they all seem to be working fine
Probably. But you'll never know for sure until you risk it - I neither want to accuse anyone nor spread false information.
But not every malware begin its evil work as soon they got executed and often the devs aren't the culprit, imagine security hole in the game's engine or man-in-the-middle-attacks. But yes, some damn antivirus seem to flag nearly every binary as somewhat generic harm when they aren't certified with trusted root provider.